Access Statistics for Daniel Sevcovic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation 0 0 1 23 0 0 7 120
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis 0 0 0 22 0 2 2 79
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option 0 0 0 20 0 0 1 57
Early exercise boundary for American type of floating strike Asian option and its numerical approximation 0 0 0 33 0 0 0 141
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures 0 0 3 23 6 6 24 104
On the singular limit of solutions to the CIR interest rate model with stochastic volatility 0 0 0 14 1 2 3 54
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations 0 0 0 14 0 0 0 69
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management 0 0 0 18 0 0 1 71
Total Working Papers 0 0 4 167 7 10 38 695


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System 0 1 2 51 1 5 10 325
Total Journal Articles 0 1 2 51 1 5 10 325


Statistics updated 2021-01-03